Simulation of BSDEs by Wiener Chaos Expansion
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 1050-5164 |
| Author | Briand, Philippe, Labart, Céline |
| Maintainer | CCSD |
| Last Updated | May 11, 2026, 15:52 (UTC) |
| Created | May 11, 2026, 15:52 (UTC) |
| Identifier | hal-00688523 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Mathématiques (LAMA) ; Université Savoie Mont Blanc (USMB [Université de Savoie] [Université de Chambéry])-Centre National de la Recherche Scientifique (CNRS) |
| creator | Briand, Philippe |
| date | 2014-05-02T00:00:00 |
| harvest_object_id | d05aca70-14a2-451f-90bd-cd47381758f4 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-27T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1204.4137 |
| set_spec | type:ART |